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An optimal Bayesian decision procedure for testing hypothesis in normal linear models based on intrinsic model posterior probabilities is considered. It is proven that these posterior probabilities are simple functions of the classical <b>""F""</b>-statistic, thus the evaluation of the procedure can be...
Persistent link: https://www.econbiz.de/10005324585
Let "π" denote an intractable probability distribution that we would like to explore. Suppose that we have a positive recurrent, irreducible Markov chain that satisfies a minorization condition and has "π" as its invariant measure. We provide a method of using simulations from the Markov chain...
Persistent link: https://www.econbiz.de/10005195804
Persistent link: https://www.econbiz.de/10010596799